+100.0%
SIMO vs COMP
+6.6%
+93.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.1% | -2.2% |
| 7D | +14.9% | +8.9% | +6.0% | +14.7% |
| 30D | -27.0% | +14.0% | -41.0% | -27.1% |
| 3M | -25.4% | -21.1% | -4.2% | -24.6% |
| 6M | -30.3% | +20.1% | -50.4% | -31.9% |
| YTD | +95.8% | -5.0% | +100.8% | +82.8% |
| 1Y | +100.0% | +5.7% | +94.3% | +82.1% |
| All | +100.0% | +6.6% | +93.4% | +82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded COMP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling